Kalviseithi - 'PG - State II - 1 - Prabability Distribution - 1-28

Unit – 10 – Statistics II Probability Distributions
Unit- X - Statistics – II
Probability distributions – Binomial, Poisson, Normal, Gama, Beta, Cauchy,

Multinomial, Hypergeometric, Negative Binomial - Chehychev’s lemma (weak) law of
large numbers - Central limit theorem for independent identical variates, Standard
Errors - Sampling distributions of t, F and Chi square - and their uses in tests of
significance - Large sample tests for mean and proportions - Sample surveys -
Sampling frame - sampling with equal probability with or without replacement -
stratified sampling - Brief study of two stage systematic and cluster sampling
methods - regression and ratio estimates - Design of experiments, principles of
experimentation - Analysis of variance - Completely randomized block and latin
square designs.
Probability Distributions
We shall introduce number of probability distributions that have been

successfully applied in a wide variety of decision situations.
Types of Distributions
1. Discrete probability distributions

i) Binomial Distribution
ii) Poisson Distribution
iii) Geometric Distribution
iv) Hypergeometric Distribution
v) Negative Bionomial Distribution
vi) Multinomial Distribution
2. Continuous probability distributions

i) Normal Distribution
ii) Gamma Distribution
iii) Beta Distribution
iv) Cauchy Distribution
v) Uniform Distribution
vi) Exponential Distribution
__________________________________________________________________________________
Prepared by D.THIRUMARAN, M.Sc., B.Ed., - 7010904621 C.Mutlur, CDM, CUD 1
Bernoulli Distribution
A random variable is said to have a Bernoulli distribution with parameter if

its probability mass function is given by
The parameter satisfies .
Result
1. A random experiment whose outcomes are of two types, success and

failure occurring with probability and respectively is called a Bernoulli
trial.
2. A random variable is defined such that
then follows a Bernoulli distribution.
Moment Generating function of Bernoulli Distribution
The Moment generating function of Bernoulli variate is
Moments of Bernoulli Distribution
The moments about origin is
Mean
Second Moment
Variance
__________________________________________________________________________________
Binomial Distribution
A random variable is said to follow binomial distribution with parameters

if it assumes only non-negative values and its probability mass function is
given by
We shall use the notation (or) to denote that the random

variable X follows binomial distribution with parameters
Note:
And
Mean and Variance of Binomial Distribution
A Binomial Experiment must possess the following properties
1. There must be a fixed number of trains

2. All trails must have identical probabilities of success (p)
3. All trails must be independent of each other
Addition Properties of Binomial Distribution
If and are two independent binomial random

variables then is not a binomial variate.
In General,
The sum of two independent binomial variates is not a binomial variate.
However, if we take
If and are two independent binomial random
variables then is a binomial random variable with parameters
__________________________________________________________________________________
Generalization
If are independent Binomial random variables with parameters
( where then is a Binomial random variable with
parameters
In a Binomial Distribution,
1. Recurrence formula moments is
2. The Moment generating function is
If are independent Binomial random variables then
3. The Characteristic function is
4. Cumulants generating function is
5. The Probability generating function is
Moments of Binomial Distribution

The moments about origin is
__________________________________________________________________________________
Central Moments of Binomial Distribution
and
Note
1. If and are finite and becomes large then
2. If become small and becomes large in such a manner that finite

quantity then
Mode of the Binomial Distribution

The most probable number of successes in a series of independent trails
with constant probability of success .
The probability of successes is given by
Case - 1
Suppose is not an integer
Let (say)
Mode is the integral part of
Case – 2
Suppose is an integer
Let (say)
Mode takes the values and
__________________________________________________________________________________
Result
1. If is an integer the mean of the binomial distribution coincides with the
greatest term.
2.
Ie. For binomial distribution, variance is always less than mean
i) Say true or false
The mean of a binomial distribution is 3 and variance is 4?
Answer
False .
Since Mean 3 < Variance 4
ii) Say true or false
The mean of a binomial distribution is 5 and S.D is 3?
Answer
False .
Since Mean 5 < Variance 9
Examples of Binomial Distribution
Example 1
A coin is known to come up heads three times as often as tails. This coin is
tossed 3 times. Let X be the number of heads that appear. Write down the probability
distribution of X.
Solution
A coin is tossed 3 times. Then
Let be the probability of a head turning up
The probability distribution of is given by
__________________________________________________________________________________
Example 2
Determine the binomial distribution for which the mean is 4 and variance 3.
Solution
From (1) and (2) we get
From (1)
Example - 3
In a throw of a die, 5 or 6 is considered a success. Find the mean number of
successes and the standard deviation in eight throws of a die.
Solution
Throw of a die is eight times n = 8
Considered a success is 5 or 6
Probability of success
Mean
Standard Deviation
__________________________________________________________________________________
Example 4
With usual notation, find for a binomial random variable if and if
Solution
If
Given
Since p and q have to be positive
Example 5
If the chance of running a bus service according to schedule is 0.8. calculate

the probability on a day schedule with 10 services
i) Exactly one is late

ii) At least one is late
Solution
Probability of a bus running according to schedule q = 0.8
Probability of a bus late is p = 0.2
Number of service n = 10
i) Probability that Exactly one is late
__________________________________________________________________________________
ii) Probability that At least one is late

= 1- Probability that none is late
=
=
=
PG – TRB – Questions
1. In a binomial distribution mean is 4 and variance is 3. Then the value of is

[2002-03]
a) b) c) d)
2. A recursive relation involving binomial coefficients is [2003-04]

a)
b)
c)
d)
3. In a binomial distribution with 6 trials, if the probability of 2 successes is 9

times that for 4 successes, then the probability of success in s single trial is
[2003-04]
a) b) c) d)
4. For a binomial distribution with and then mean and variance are
respectively [2004-05]
a) b) c) d)
__________________________________________________________________________________
Poisson Distribution
Poisson distribution is a limiting case of the binomial distribution under the

following conditions
i) , The number of trials is indefinitely large. i.e.,

ii) , the constant probability of success for each trial is indefinitely small.
i.e.,
iii) If is finite
Definition
A random variable is said to follow Poisson distribution with parameter if it

assumes only non-negative values and its probability mass function is given by
We shall use the notation , to denote that follows Poisson

distribution with parameters .
Result
1. It should be noted that
2. The corresponding distribution function is
3. Mean = Variance =
Example:
If the mean of a Poisson distribution is 5 then variance is 5
Addition Properties of Poisson Distribution
If and are two independent Poisson random variables with parameters

then is a Poisson random variable with parameters
__________________________________________________________________________________
Generalization
If are independent Poisson random variables with parameters

where then is a Poisson random variable with
parameters
Note:
The difference of two Poisson variate is not a Poisson variate.
In a Poisson Distribution,
1. Recurrence formula moments is
3. The Characteristic function is
4. Cumulants generating function is
5. The Probability generating function is
Moments of the Poisson Distribution
__________________________________________________________________________________
Central Moments of the Poisson Distribution
And
Mode of the Poisson Distribution
The Poisson Distribution with parameter is given by
Case - 1
Suppose is not an integer
Let (say)
Mode is the integral part of
Case – 2
Suppose is an integer
Let
Mode takes the values and
Results
1. Poisson distribution occurs when there are events which do not occur as
outcomes of a definite number of trials of an experiment but which occur at
random points of time and space wherein our interest lies only in the number
of occurrences of the events, not in its non-occurrences.
__________________________________________________________________________________
Example of Poisson Distribution
Example-1
is a Poisson random variable such that and

Find
Solution
is a Poisson random variable with parameter
Dividing (2) by (1) we get,
Example 2
Find the probability that atmost 5 defective fuses will be found in a box of 200
fuses if experience shows that 2 percent of such fuses are defective, given that
Solution
P = Probability that a fuse is defective
Probability that at-most 5 defectives will be found in a box of 200 fuses
__________________________________________________________________________________
Example – 3
If a random variable as follows Poisson distribution such that
. Find
Solution
Given
Example – 4
If 3% of the electric bulbs manufactured a company are defective, find the

probability that in a sample of 100 bulbs exactly five bulbs are defective
Solution
Probability that a bulb is defective
Poisson distribution for defective is
__________________________________________________________________________________
PG – TRB - Questions
1. Which one is not correct regarding Poisson distributions? [2001]
a) Skewed distribution
b) Tends to normal distribution as
c) Mean and variance are equal
d) Has no mode
2. In a Poisson distribution with parameter the variance is [2002-03]

a) b) c) d)
3. If the mean of the Poisson distribution is 5 then the variance is [2003-04]

a) b) c) d)
4. In a Poisson distribution probability function the

variance is [2004-05]
a) b) c) d)
5. If is a poisson variance such that the value of is

[2005-06]
a) b) c) d)
6. If is a Poisson variate with mean 5, then the expectation of is: [2013-14]

a) b) c) d)
__________________________________________________________________________________
Normal Distribution (Gaussian distribution)
Normal distribution is a limiting case of the binomial distribution under the

following conditions
i) The sample size is indefinitely large. i.e.,

ii) Neither (probability of success) nor (probability of failure) is very small.
Definition
A random variable is said to follow normal distribution with parameters

if its probability distribution function is given by
Where, Mean , Variance .
We shall use the notation to denote that the random variable X

follows Normal distribution with parameters
Standard normal Variable
If is a normally distributed random variable and are respectively its

mean and standard deviation, then
is called standard normal variable.
Linearity property
If are independent normal random variables with parameters

then is a Normal random variable with
parameters
Note:
1. If we get the additive property that, the sum of ‘n’

independent normal random variables is also a normal random variable.
2. If we see that, is a normal random
variable. i.e.
__________________________________________________________________________________
3. If we see that, is a normal

random variable. i.e.
Therefore is are two independent normal random variables then

is also a normal random variable which is not the case in the Poisson
distribution.
4. If then their mean is a normal random
variable. i.e.
In a Normal Distribution,
Moments of Normal Distribution
Central Moments of Normal Distribution
All odd central moments of the normal distribution vanish.
Even central moments is
__________________________________________________________________________________
And
Mode of the Normal Distribution
The mode of the Normal Distribution is
Point of inflexion
The points of inflexion of the normal curve are the points at
Which
Properties of Normal Distribution
1. The graph of the distribution is symmetrical about

2. The mean, median and mode coincide at
3. Normal Distribution is a Uni-modal Distribution
4. The maximum probability is at and it is equal to
5. The normal curve approaches the axis asymptotically on either side of the
origin.
6. All odd moments vanish and even moments are given by
7. Mean deviation
8. Skewness is zero
9. Quartiles are at
10. QD : MD : SD = 10 : 12 : 15 =
__________________________________________________________________________________
11. Area Property

i)
ii)
iii)
And also
i)
ii)
iii)
1. In which of the following distribution mean, median and mode coincide?
[2001]
a) Binomial distribution b) Normal distribution
c) Poisson distribution d) Gamma distribution
2. For a normal distribution, the quartile deviation, the mean deviation and the
standard deviation are approximately in the ratio [2001]
a) 10:15:12 b) 12:10:15 c) 10:12:15 d) 15:12:10
3. and then [2002-03]

a) b)
c) d)
4. In a normal distribution QD:MD:SD = [2003-04]

a) 10:12:15 b) 3:2:1 c) 12:10:15 d) 15:10:12
5. The normal distribution is a limiting form of Binomial distribution if [2005-06]

a) b)
c) d) and neither nor is small
6. If normal variate with probability density function ;

then the median is [2005-06]
a) b) c) d)
7. If the random variables are independent and all of them have the same
distribution defined by then the mean and

variance of the distribution of are respectively [2013-14]
a) b) c) d)
__________________________________________________________________________________
Gama Distribution
If is a random variable with p.d.f.
Then the distribution of is called gamma distribution.
Note:
1. when gamma distribution becomes exponential distribution.

2.
3.
4.
Moment Generating Function of Gamma Distribution
Mean
Second Moment
Variance
Additive Property
If are independent Gamma random variables with parameter

then is a Gamma random variable with parameters
PG – TRB – Questions
1. The probability density function of Gamma distribution (with ) is normal
[2005-06]
a) b)
c) d)
__________________________________________________________________________________
Beta Distribution
Beta Distribution of First kind
is called Beta distribution of first kind with parameters and .

Beta Distribution of Second kind
is called Beta distribution of second kind with parameters and .

Moments of Beta distribution
The rth moment about origin is given by
Mean
Second Moment
Variance
1. The probability density function of the Beta distribution of the first kind is [2002-03]
a) ; ;
b) ; ;
c) ; ;
d) ; ;
__________________________________________________________________________________
Cauchy Distribution
A random variable is said to have a standard Cauchy distribution if is

probability distribution function is given by
And we write
More Generally,
Cauchy distribution with parameters and has the probability distribution

function
And we write
Additive Properties of Cauchy Distribution
If are two independent Cauchy variates with parameter and

then is a Cauchy variate with parameters,
Characteristic Function of (Standard) Cauchy Distribution
Result
1. The mean of the Cauchy Distribution is Zero
2. In the Cauchy Distribution, The Moment does not exist.
3. The ratio of two independent standard normal variates is a standard Cauchy

variate.
i.e. If and are independent random variables the
distribution of is Standard Cauchy variates.
__________________________________________________________________________________
4. If follows a (standard) Cauchy distribution then follows Beta distribution If

follows a (standard) Cauchy distribution then follows Beta distribution of
second kind with parameters
i.e. If then
5. If and are independent Standard Cauchy vairates then is Standard

Cauchy variates then the probability distribution function of is
6. The arithmetic mean of sample of independent observations

from a standard Cauchy distribution is also a standard Cauchy variate.
In other words, The arithmetic mean of a random sample of any size yields
exactly as much information as a single determination of X
1. If is Cauchy random variable, then is [2006-07]

a) b) c) d)
Multinomial Distribution
Moment Generative function
Mean
Variance
Covariance
__________________________________________________________________________________
Hypergeometric Distribution
A discrete random variable is said to follow the hypergeometric distribution

with parameters, if it assumes only non-negative values and its probability
mass functions is given by
Where N is a positive integer, M is a positive integer not exceeding N and n is

a positive integer that is at most N.
Note
1. The trails are not independent.

2. Hybergeometric distribution tends to binomial distribution a and
Mean
Variance
Example
As part of air-pollution survey, an inspector decides to examine the exhaust of

six of a company’s 24 trucks. If four of the company’s truck emit excessive amounts
of pollutants, what is the probability that none of them will be included in the
inspector’s sample?
Solution
Here
__________________________________________________________________________________
Negative Binomial Distribution (Pascal Distribution)
The probability that trial is success is given by
Where
Note:
Example -1
If the probability that a child exposed to certain contagious disease will catch
is 0.4. What is the probability that the eighth child exposed to the disease will be the
third to catch it?
Solution
Here
Example:2
If the probability of having a male child is 0.50, find the probability that in a
family the seventh child is the second daughter?
Solution
Here
__________________________________________________________________________________
Geometric Distribution
A random variable X is said to have geometric distribution if it has the
following probability function
Where
Note:
1.
2. The random variable X can also be regarded as the number of failures

preceding the first success in a sequence of independent Bernoulli’s trails.
Moments Generating Function
Mean
Second Moment
Variance
Recurrence formula
__________________________________________________________________________________
Chehychev’s lemma (weak)
If X is a random variable with mean and standard deviation then
Or
Note
1. The probability assigned to values of X outside the interval

is at most
2. The probability assigned to values of X within the interval is

at least
Example-1
Find Mean and Variance of Geometric probability distribution
Solution
Here,
Mean
Variance
__________________________________________________________________________________
Example -2
For the Geometric probability distribution
Show that the Chebychev’s inequality gives which the
actual probability is 15/6
Solution
Here,
The actual probability
Since X can take only non-negative integer values.
1. is a random variable with mean and variance . Then for any positive number
Chebyshev’s inequality is [2002-03]
a) b)
c) d)
2. In a distribution, If the least value of is [2004-05]
a) b) c) d)
3. The mean and variance of a random variable are 2 and 2 respectively. The least
value of is [2005-06]
a) b) c) d)
4. The geometric distribution using Chebychev’s inequality, the

lower bound of [2013-14]
a) b) c) d)
__________________________________________________________________________________
Uniform Distribution (Rectangular Distribution)

Let X be a continuous random variable assuming all values in the interval
where a and b are finite values.
If the probability distribution function of X is given by
Note:
1.
2. If X is a uniformly distributed random variable in the interval and if

is sib-interval of then
Moment Generating Function
Mean
Second Moment
Variance
1. Variance of the uniform distribution on is [2003-04]

a) b) c) d)
2. The moment generating function of the uniform distribution [2004-05[
is
a) b) c) d)
__________________________________________________________________________________
Exponential Distribution
Let X be a continuous random variable with parameter .
Then the probability distribution function of X is given by
Moment Generating Function
Mean
Second Moment
Variance
Median
__________________________________________________________________________________

Kalviseithi - &#39;PG - State II - 1 - Prabability Distribution - 1-28

Загружено:

Сведения о документе

Авторское право

Доступные форматы

Поделиться этим документом

Поделиться или встроить документ

Параметры публикации

Этот документ был вам полезен?

Это неприемлемый материал?

Авторское право:

Доступные форматы

Kalviseithi - &#39;PG - State II - 1 - Prabability Distribution - 1-28

Загружено:

Авторское право:

Доступные форматы

Unit – 10 – Statistics II Probability Distributions

Probability distributions – Binomial, Poisson, Normal, Gama, Beta, Cauchy,

We shall introduce number of probability distributions that have been

1. Discrete probability distributions

2. Continuous probability distributions

A random variable is said to have a Bernoulli distribution with parameter if

The parameter satisfies .

1. A random experiment whose outcomes are of two types, success and

2. A random variable is defined such that

then follows a Bernoulli distribution.

Moment Generating function of Bernoulli Distribution

The Moment generating function of Bernoulli variate is

Moments of Bernoulli Distribution

The moments about origin is

A random variable is said to follow binomial distribution with parameters

We shall use the notation (or) to denote that the random

Mean and Variance of Binomial Distribution

A Binomial Experiment must possess the following properties

1. There must be a fixed number of trains

Addition Properties of Binomial Distribution

If and are two independent binomial random

2. The Moment generating function is

If are independent Binomial random variables then

3. The Characteristic function is

4. Cumulants generating function is

5. The Probability generating function is

Moments of Binomial Distribution

Central Moments of Binomial Distribution

1. If and are finite and becomes large then

2. If become small and becomes large in such a manner that finite

Mode of the Binomial Distribution

The probability of successes is given by

i) Say true or false

The mean of a binomial distribution is 3 and variance is 4?

Since Mean 3 < Variance 4

ii) Say true or false

The mean of a binomial distribution is 5 and S.D is 3?

Since Mean 5 < Variance 9

Examples of Binomial Distribution

A coin is tossed 3 times. Then

Let be the probability of a head turning up

The probability distribution of is given by

From (1) and (2) we get

With usual notation, find for a binomial random variable if and if

Since p and q have to be positive

If the chance of running a bus service according to schedule is 0.8. calculate

i) Exactly one is late

i) Probability that Exactly one is late

ii) Probability that At least one is late

1. In a binomial distribution mean is 4 and variance is 3. Then the value of is

2. A recursive relation involving binomial coefficients is [2003-04]

3. In a binomial distribution with 6 trials, if the probability of 2 successes is 9

Poisson distribution is a limiting case of the binomial distribution under the

i) , The number of trials is indefinitely large. i.e.,

A random variable is said to follow Poisson distribution with parameter if it

We shall use the notation , to denote that follows Poisson

1. It should be noted that

2. The corresponding distribution function is

Addition Properties of Poisson Distribution

If and are two independent Poisson random variables with parameters

If are independent Poisson random variables with parameters

1. Recurrence formula moments is

2. The Moment generating function is

3. The Characteristic function is

Kalviseithi - 'PG - State II - 1 - Prabability Distribution - 1-28

Kalviseithi - 'PG - State II - 1 - Prabability Distribution - 1-28